Anic Equity¶

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Total return since start: 0.606 %¶

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Equity now: -----------------------------> 49049.8 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44988.59 Kr¶

PnL: ---------------------------------------> -67.41 Kr¶

DD now: ---------------------------------> -7.663 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:12:53.376065'

Anic Portfolio¶

Today¶

Return: 0.361 %¶

This Week¶

Return: -0.514 %¶

Total portfolio value¶

Return including deposits: 60.576 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.390000 1667.340000 198.340000 13.500000 1468.999998
Sedana Medical 93 3.400000 2656.080000 135.080000 5.360000 2521.000011
Orrön Energy 180 3.190000 2122.200000 79.200000 3.880000 2043.000000
Hoist Finance 35 0.000000 1004.500000 24.500000 2.500000 980.000000
Platzer Fastigheter Holding B 12 1.490000 984.000000 23.000000 2.390000 960.999996
Atrium Ljungberg B 5 0.520000 957.500000 22.500000 2.410000 935.000000
Sagax B 4 1.110000 876.400000 22.400000 2.620000 854.000000
Catena 2 1.250000 813.200000 21.200000 2.680000 792.000000
JM 6 -0.210000 876.000000 12.000000 1.390000 864.000000
Hexatronic Group 12 0.890000 976.800000 9.800000 1.010000 966.999996
Gränges 9 0.780000 935.100000 7.100000 0.770000 927.999999
Sagax A 4 0.000000 860.000000 6.000000 0.700000 854.000000
Byggmax Group 33 0.900000 961.620000 5.620000 0.590000 956.000001
BioGaia B 8 -0.170000 932.800000 2.800000 0.300000 930.000000
Clas Ohlson B 12 0.000000 974.400000 1.400000 0.140000 972.999996
Bilia A 8 0.000000 900.000000 0.000000 0.000000 900.000000
Biotage 7 -0.300000 940.100000 -0.900000 -0.100000 940.999997
AcadeMedia 8 0.000000 400.800000 -1.200000 -0.300000 402.000000
Alimak Group 11 0.360000 920.700000 -7.300000 -0.790000 927.999996
EQT 4 -0.430000 824.400000 -7.600000 -0.910000 832.000000
HEXPOL B 9 -1.580000 1011.600000 -9.400000 -0.920000 1020.999996
OX2 13 0.000000 940.550000 -9.450000 -0.990000 949.999999
ASSA ABLOY B 3 -0.890000 768.900000 -10.100000 -1.300000 779.000001
SKF B 5 -0.240000 929.750000 -10.250000 -1.090000 940.000000
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.000000 943.600000 -23.400000 -2.420000 966.999999
VEF 909 0.000000 1818.000000 -32.000000 -1.730000 1850.000436
Latour B 4 0.150000 819.200000 -37.800000 -4.410000 857.000000
Vitec Software Group B 2 0.000000 1042.000000 -45.000000 -4.140000 1087.000000
Addnode Group B 11 -2.990000 874.500000 -46.500000 -5.050000 921.000003
Indutrade 5 0.650000 1168.500000 -49.500000 -4.060000 1218.000000
Bufab 3 -1.200000 1040.400000 -68.600000 -6.190000 1109.000001
Hexagon B 26 0.040000 3391.700000 -69.300000 -2.000000 3461.000010
BHG Group 97 0.570000 1362.850000 -96.150000 -6.590000 1458.999989
INVISIO 16 -0.220000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 44988.590000 -67.410000 -7.66288% 45056.000411

Updated:¶

'2023-07-04 09:13:10.057749'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶